Join/Contact Us

 

PhD/MSc and postdoctoral vacancies:

Fundings are always available for exceptional individuals. If you are interested in stochastic numerical methods and/or its applications in computational mathematics, you are welcome to contact Professor Tempone by raul.tempone@kaust.edu.sa

 

Examples of MSc/PhD theses topics in Prof. Tempone's  group:

  • Multilevel Monte Carlo for Stochastic Differential Equations
  • Sparse approximation for PDEs with random inputs
  • Crowd flow simulation and particle systems
  • Optimal Design of Experiments
  • Simulation with non-homogeneous Poisson processes: applications in biochemical reactions, digital communications and epidemics
  • Low-rank/sparse approximation of the high-dimensional/large data
  • Filtering and Sampling Algorithms 
  • Computational Finance 
  • Sparse data representation
  • Decision trees
  • Hierarchical matrices

Stochastic Numerics Research Group

 
Department of Computer, Electrical and Mathematical Sciences & Engineering (CEMSE)
King Abdullah University of Science and Technology (KAUST)
UN 1500 Building 1, Al-Khawarizmi,  4th Floor, 4242
Thuwal 23955-6900, Kingdom of Saudi Arabia

Phone: +966 (12) 808 0307 
erik.vonschwerin@kaust.edu.sa​
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